+51.9%
USFD vs TRU
+2.1%
+49.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +8.4% | +4.4% | +4.0% | +8.1% |
| 30D | +12.7% | +25.2% | -12.5% | +11.8% |
| 3M | +1.1% | +3.8% | -2.7% | +0.2% |
| 6M | +30.2% | +14.3% | +15.9% | +29.6% |
| YTD | +45.8% | -3.9% | +49.7% | +45.2% |
| 1Y | +51.9% | +2.6% | +49.3% | +50.4% |
| All | +51.9% | +2.1% | +49.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling